Everything seems to be working fine with the new architecture in the Net Rumble game. Now all messages are sent to the Host and sent to all members through him. Although some more verifications should be done by the Host for now, most of the elements of the game are ready for the implementation of the VFC model with the Host of the game responsible to calculate all the distances between players so it's possible to know the different requirements of consistency for each players zones.
Besides that, I've added the possibility for players to join the session during the game so players can now dynamically enter and leave the game as they wish, like most of the online FPS. For that, the Host automatically sends the current state of the game to the new player joining the session. In order for players to be able to find the session the flag AllowJoinInProgress of the network session must be set to true (XNA framework).